Wright says he can't get out of his mind why Speed would take his own life.
He told Absolute Radio: "Well this is why it is, this is why I can't stop thinking about it, it's the only thing I've been thinking about since I heard the news. I was at a charity gig this morning, doing some stuff down in Luton, and when I heard it, since I've heard it I've just not stopped thinking about why.
"I know there's pressures in the game, there's a lot of money in the game, and as for the players now we're seeing how the pressure spills out, we're seeing it now with all the money and everything that goes with them, but they do, for me they do earn that money because the lives that they lead is a very pressured situation. But I believe with what's gone on here, it just doesn't seem like it's a football kind of the pressure that football can put on someone like Gary Speed at his age, with the fact that he's been a Welsh manager, young Welsh manager and good young players coming through, everything going for him, two great young boys who are apparently very, very good footballers.
"It doesn't seem to me like it's a footballing the pressures of football that could have caused what's happened, no way. I think that something, and it's obviously something that happened between the time that he done Football Focus and later on that day. I cannot, cannot imagine what it could be, when you consider that from being so happy to that night, you'd take your own life. I'm really getting quite emotional about it because I can imagine the turmoil the poor fella must have been going through, I just really feel for him."